Folders with name: CON, PRN, AUX, CLOCK$, NUL, COM1, COM2, COM3, COM4, COM5,COM6, COM7, COM8, COM9, LPT1, LPT2, LPT3, LPT4, LPT5, LPT6, LPT7, LPT8, & LPT9 cant be created using Windows Explorer or Command Prompt directly!
Try creating them anywhere and you will fail . This is prevented as XP terms these folders as SYSTEM Folder Names reserved only for the Operating System.
But there is a trick to create them (using command prompt ) :
Open command prompt by typing cmd in run window & type : md \\.\\C:\con .